 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Wed November 08, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov00 |
001108 |
475.50 |
477.00 |
472.50 |
474.00 |
-1.00 |
7,495 |
5,041 |
-574 |
Jan01 |
001108 |
486.00 |
487.50 |
483.00 |
484.00 |
-1.75 |
26,531 |
92,036 |
-496 |
Mar01 |
001108 |
496.25 |
497.50 |
493.00 |
494.00 |
-1.75 |
3,563 |
31,272 |
-81 |
May01 |
001108 |
504.50 |
505.25 |
501.00 |
502.00 |
-1.50 |
1,050 |
16,388 |
-27 |
Jul01 |
001108 |
512.25 |
513.00 |
508.75 |
509.75 |
-1.75 |
2,366 |
20,605 |
+322 |
Aug01 |
001108 |
511.00 |
512.00 |
509.50 |
510.00 |
-2.00 |
4 |
767 |
+3 |
Sep01 |
001108 |
514.00 |
514.00 |
511.00 |
511.50 |
+0.50 |
28 |
349 |
+16 |
Total Volume and Open Interest |
41,257 |
172,757 |
-765 |
Soybean Meal(CBOT) |
Dec00 |
001108 |
173.50 |
173.80 |
171.50 |
171.60 |
-1.70 |
9,513 |
50,436 |
-1,320 |
Jan01 |
001108 |
172.20 |
172.60 |
170.60 |
170.70 |
-1.20 |
4,274 |
27,696 |
+149 |
Mar01 |
001108 |
170.50 |
171.50 |
169.40 |
169.70 |
-0.90 |
2,656 |
16,392 |
+54 |
May01 |
001108 |
169.80 |
170.40 |
168.60 |
168.90 |
-0.60 |
1,297 |
10,501 |
+483 |
Jul01 |
001108 |
170.70 |
171.10 |
169.30 |
169.70 |
-0.70 |
1,315 |
7,079 |
+334 |
Aug01 |
001108 |
170.30 |
170.50 |
169.00 |
169.00 |
-0.50 |
42 |
1,710 |
+37 |
Sep01 |
001108 |
170.00 |
170.00 |
168.20 |
168.20 |
-0.90 |
39 |
1,204 |
+59 |
Oct01 |
001108 |
169.50 |
169.50 |
167.80 |
167.80 |
-0.50 |
0 |
443 |
+0 |
Total Volume and Open Interest |
19,286 |
116,656 |
-150 |
Soybean Oil(CBOT) |
Dec00 |
001108 |
15.33 |
15.35 |
15.17 |
15.26 |
+0.06 |
6,134 |
56,339 |
-1,441 |
Jan01 |
001108 |
15.60 |
15.62 |
15.45 |
15.54 |
+0.05 |
3,629 |
32,037 |
-51 |
Mar01 |
001108 |
15.99 |
16.00 |
15.85 |
15.94 |
+0.06 |
1,723 |
23,516 |
+162 |
May01 |
001108 |
16.39 |
16.39 |
16.23 |
16.32 |
+0.05 |
597 |
11,968 |
+39 |
Jul01 |
001108 |
16.80 |
16.80 |
16.62 |
16.70 |
+0.05 |
373 |
8,029 |
+120 |
Aug01 |
001108 |
16.88 |
16.89 |
16.83 |
16.83 |
+0.07 |
17 |
1,934 |
+16 |
Sep01 |
001108 |
17.08 |
17.13 |
16.96 |
16.96 |
+0.05 |
34 |
1,644 |
-6 |
Oct01 |
001108 |
17.09 |
17.09 |
17.09 |
17.09 |
+0.06 |
18 |
1,519 |
+18 |
Total Volume and Open Interest |
12,562 |
143,288 |
-1,143 |
Canola(WCE) |
Nov00 |
001108 |
256.0 |
256.0 |
256.0 |
256.0 |
+2.5 |
15 |
83 |
-258 |
Jan01 |
001108 |
260.9 |
262.2 |
259.6 |
261.8 |
+2.1 |
4,749 |
40,587 |
-1,074 |
Mar01 |
001108 |
266.0 |
268.0 |
265.5 |
267.6 |
+2.1 |
2,796 |
19,418 |
+138 |
May01 |
001108 |
272.1 |
272.1 |
272.1 |
272.1 |
+1.5 |
105 |
2,384 |
+84 |
Jul01 |
001108 |
277.6 |
277.6 |
277.6 |
277.6 |
+1.3 |
30 |
2,352 |
+20 |
Total Volume and Open Interest |
7,700 |
65,545 |
-1,085 |
Corn(CBOT) |
Nov00 |
001108 |
213.50 |
213.50 |
213.00 |
213.50 |
+2.25 |
11 |
160 |
-19 |
Dec00 |
001108 |
215.25 |
216.50 |
214.50 |
216.00 |
+1.25 |
39,407 |
194,885 |
-2,881 |
Jan01 |
001108 |
219.50 |
220.50 |
219.00 |
219.75 |
+1.00 |
62 |
989 |
+13 |
Mar01 |
001108 |
227.25 |
228.50 |
226.50 |
227.75 |
+1.00 |
12,665 |
150,228 |
+3,239 |
May01 |
001108 |
234.50 |
235.50 |
234.00 |
235.00 |
+1.25 |
1,491 |
38,626 |
+251 |
Jul01 |
001108 |
241.25 |
242.50 |
240.50 |
242.25 |
+1.25 |
2,607 |
46,755 |
+544 |
Total Volume and Open Interest |
57,535 |
462,195 |
+1,550 |
Wheat(CBOT) |
Dec00 |
001108 |
263.50 |
266.00 |
262.75 |
265.25 |
+3.00 |
9,159 |
85,558 |
-969 |
Mar01 |
001108 |
282.00 |
284.00 |
281.25 |
283.50 |
+3.00 |
4,010 |
44,641 |
+1,704 |
May01 |
001108 |
292.00 |
293.75 |
291.50 |
293.75 |
+3.50 |
168 |
2,685 |
+32 |
Jul01 |
001108 |
300.50 |
303.00 |
300.00 |
302.75 |
+2.75 |
616 |
19,087 |
-94 |
Sep01 |
001108 |
308.50 |
311.50 |
308.50 |
311.00 |
+2.75 |
8 |
917 |
+8 |
Total Volume and Open Interest |
13,971 |
155,379 |
+681 |
Wheat(KCBT) |
Dec00 |
001108 |
317.00 |
317.50 |
314.75 |
316.50 |
+1.00 |
3,430 |
44,107 |
-69 |
Mar01 |
001108 |
331.00 |
332.00 |
329.75 |
332.00 |
+1.50 |
1,731 |
32,206 |
+766 |
May01 |
001108 |
339.00 |
340.50 |
338.25 |
340.50 |
+1.50 |
164 |
2,555 |
-12 |
Jul01 |
001108 |
345.50 |
347.25 |
344.75 |
347.00 |
+1.50 |
282 |
9,220 |
-174 |
Sep01 |
001108 |
352.00 |
353.00 |
352.00 |
353.00 |
+1.00 |
12 |
272 |
+0 |
Total Volume and Open Interest |
5,619 |
88,454 |
+511 |
Wheat(MGE) |
Dec00 |
001108 |
324.00 |
327.00 |
324.00 |
327.00 |
+3.25 |
1,253 |
14,789 |
-50 |
Mar01 |
001108 |
339.00 |
341.50 |
339.00 |
341.50 |
+3.25 |
409 |
7,021 |
-152 |
May01 |
001108 |
348.00 |
350.50 |
347.50 |
350.50 |
+3.75 |
13 |
1,394 |
+6 |
Jul01 |
001108 |
355.00 |
357.50 |
355.00 |
357.50 |
+3.00 |
7 |
630 |
+5 |
Sep01 |
001108 |
360.50 |
363.50 |
360.50 |
363.50 |
+2.50 |
6 |
386 |
+5 |
Total Volume and Open Interest |
1,689 |
24,413 |
-185 |
Oats(CBOT) |
Dec00 |
001108 |
109.75 |
110.50 |
109.00 |
110.50 |
+1.00 |
320 |
9,314 |
+42 |
Mar01 |
001108 |
118.75 |
120.00 |
118.25 |
120.00 |
+1.75 |
231 |
3,773 |
+63 |
May01 |
001108 |
124.00 |
125.00 |
124.00 |
125.00 |
+1.75 |
3 |
251 |
+2 |
Jul01 |
001108 |
128.00 |
129.00 |
128.00 |
129.00 |
+1.75 |
2 |
186 |
+1 |
Total Volume and Open Interest |
613 |
14,096 |
+122 |
Rough Rice(CBOT) |
Nov00 |
001108 |
6.20 |
6.22 |
6.17 |
6.22 |
+0.05 |
9 |
23 |
+9 |
Jan01 |
001108 |
6.45 |
6.50 |
6.42 |
6.50 |
+0.05 |
233 |
3,797 |
-51 |
Mar01 |
001108 |
6.65 |
6.71 |
6.62 |
6.71 |
+0.05 |
53 |
1,261 |
+43 |
May01 |
001108 |
6.82 |
6.90 |
6.82 |
6.90 |
+0.04 |
103 |
484 |
-56 |
Total Volume and Open Interest |
668 |
6,069 |
+119 |
Live Cattle(CME) |
Dec00 |
001108 |
72.425 |
72.650 |
71.850 |
72.000 |
-0.350 |
12,821 |
59,776 |
-285 |
Feb01 |
001108 |
74.200 |
74.300 |
73.600 |
73.775 |
-0.275 |
6,577 |
36,665 |
+1,440 |
Apr01 |
001108 |
74.900 |
74.950 |
74.275 |
74.450 |
-0.350 |
1,684 |
21,066 |
+259 |
Jun01 |
001108 |
71.700 |
71.725 |
71.275 |
71.375 |
-0.250 |
816 |
7,051 |
-219 |
Aug01 |
001108 |
71.800 |
72.000 |
71.425 |
71.500 |
-0.225 |
355 |
5,723 |
+116 |
Oct01 |
001108 |
73.375 |
73.525 |
73.150 |
73.150 |
-0.325 |
26 |
969 |
+8 |
Total Volume and Open Interest |
22,286 |
131,315 |
+1,319 |
Feeder Cattle(CME) |
Nov00 |
001108 |
88.050 |
88.075 |
87.550 |
87.850 |
-0.100 |
394 |
2,670 |
-172 |
Jan01 |
001108 |
88.450 |
88.550 |
87.700 |
87.975 |
-0.375 |
757 |
7,401 |
+3 |
Mar01 |
001108 |
87.900 |
88.000 |
87.250 |
87.550 |
-0.400 |
316 |
3,360 |
+14 |
Apr01 |
001108 |
87.700 |
87.700 |
86.950 |
87.250 |
-0.300 |
23 |
1,234 |
+0 |
May01 |
001108 |
87.100 |
87.200 |
86.850 |
86.975 |
-0.125 |
57 |
1,282 |
-2 |
Aug01 |
001108 |
87.250 |
87.400 |
87.150 |
87.275 |
unch |
47 |
450 |
-1 |
Sep01 |
001108 |
87.050 |
87.150 |
86.950 |
87.150 |
+0.100 |
15 |
87 |
+11 |
Total Volume and Open Interest |
1,609 |
16,511 |
-147 |
Lean Hogs(CME) |
Dec00 |
001108 |
52.350 |
52.650 |
52.025 |
52.200 |
-0.100 |
4,654 |
19,161 |
-840 |
Feb01 |
001108 |
55.350 |
55.575 |
54.875 |
55.275 |
-0.075 |
2,828 |
10,353 |
+476 |
Apr01 |
001108 |
54.500 |
54.850 |
54.300 |
54.475 |
+0.025 |
675 |
3,515 |
-60 |
Jun01 |
001108 |
61.000 |
61.450 |
61.000 |
61.200 |
+0.100 |
137 |
1,617 |
+37 |
Jul01 |
001108 |
59.000 |
59.550 |
58.800 |
59.500 |
+0.350 |
23 |
398 |
-2 |
Aug01 |
001108 |
57.100 |
57.400 |
56.900 |
57.225 |
+0.275 |
10 |
357 |
+7 |
Oct01 |
001108 |
48.950 |
49.350 |
48.950 |
49.275 |
+0.300 |
5 |
384 |
+3 |
Dec01 |
001108 |
46.300 |
46.300 |
46.050 |
46.050 |
unch |
1 |
303 |
+1 |
Total Volume and Open Interest |
8,333 |
36,088 |
-378 |
Pork Bellies(CME) |
Feb01 |
001108 |
64.300 |
65.375 |
63.900 |
64.825 |
+1.275 |
702 |
2,136 |
-59 |
Mar01 |
001108 |
64.100 |
65.200 |
64.100 |
64.825 |
+1.125 |
11 |
94 |
-1 |
May01 |
001108 |
66.000 |
66.000 |
65.000 |
65.000 |
+1.150 |
7 |
53 |
-3 |
Jul01 |
001108 |
65.975 |
66.500 |
65.975 |
66.000 |
+1.225 |
2 |
32 |
+1 |
Aug01 |
001108 |
66.000 |
66.900 |
66.000 |
66.900 |
+1.950 |
9 |
13 |
+8 |
Total Volume and Open Interest |
731 |
2,328 |
-54 |
Cocoa(NYBOT) |
Dec00 |
001108 |
745 |
749 |
733 |
734 |
-12 |
4,168 |
27,971 |
-1,511 |
Mar01 |
001108 |
780 |
783 |
768 |
769 |
-12 |
4,757 |
33,272 |
+2,601 |
May01 |
001108 |
803 |
803 |
790 |
790 |
-12 |
192 |
16,239 |
-4 |
Jul01 |
001108 |
820 |
820 |
810 |
810 |
-12 |
168 |
12,548 |
-5 |
Sep01 |
001108 |
844 |
844 |
832 |
833 |
-12 |
252 |
10,831 |
+110 |
Dec01 |
001108 |
881 |
881 |
866 |
866 |
-12 |
215 |
12,684 |
+18 |
Mar02 |
001108 |
908 |
908 |
899 |
899 |
-12 |
7 |
10,143 |
+0 |
Total Volume and Open Interest |
9,759 |
143,085 |
+1,209 |
Coffee "C"(NYBOT) |
Dec00 |
001108 |
73.40 |
75.95 |
73.30 |
75.30 |
+0.70 |
3,011 |
22,309 |
-587 |
Mar01 |
001108 |
78.75 |
81.10 |
78.50 |
80.50 |
+0.75 |
1,683 |
13,842 |
+569 |
May01 |
001108 |
82.00 |
84.25 |
81.90 |
83.75 |
+0.75 |
217 |
3,069 |
+115 |
Jul01 |
001108 |
85.50 |
87.25 |
85.20 |
86.90 |
+0.75 |
121 |
1,899 |
+26 |
Sep01 |
001108 |
88.25 |
89.95 |
88.00 |
89.95 |
+0.80 |
36 |
2,513 |
+8 |
Dec01 |
001108 |
92.75 |
94.05 |
92.75 |
94.05 |
+0.80 |
6 |
714 |
+0 |
Total Volume and Open Interest |
5,074 |
44,359 |
+131 |
Orange Juice(NYBOT) |
Nov00 |
001108 |
72.40 |
72.40 |
70.00 |
71.85 |
+0.35 |
139 |
287 |
-33 |
Jan01 |
001108 |
75.95 |
76.10 |
74.00 |
75.85 |
+0.25 |
4,866 |
18,068 |
-665 |
Mar01 |
001108 |
79.00 |
79.10 |
77.40 |
78.90 |
+0.40 |
745 |
8,928 |
+125 |
May01 |
001108 |
81.00 |
81.00 |
79.25 |
80.95 |
+0.65 |
293 |
1,492 |
+117 |
Jul01 |
001108 |
82.00 |
83.10 |
82.00 |
83.10 |
+0.85 |
90 |
753 |
+13 |
Total Volume and Open Interest |
6,183 |
30,096 |
-416 |
Sugar #11(NYBOT) |
Mar01 |
001108 |
9.47 |
9.55 |
9.22 |
9.26 |
-0.27 |
9,680 |
80,950 |
-575 |
May01 |
001108 |
9.01 |
9.05 |
8.77 |
8.79 |
-0.27 |
2,949 |
19,543 |
+401 |
Jul01 |
001108 |
8.37 |
8.43 |
8.20 |
8.21 |
-0.22 |
822 |
23,507 |
+199 |
Oct01 |
001108 |
8.05 |
8.12 |
7.95 |
7.95 |
-0.17 |
264 |
17,845 |
-13 |
Mar02 |
001108 |
8.04 |
8.12 |
7.90 |
7.92 |
-0.17 |
12 |
6,899 |
+1 |
Total Volume and Open Interest |
13,735 |
150,123 |
+15 |
London Cocoa(LCE) |
Dec00 |
001108 |
585 |
587 |
580 |
582 |
-2 |
3,899 |
39,679 |
-111 |
Mar01 |
001108 |
605 |
606 |
599 |
601 |
-2 |
2,929 |
50,878 |
+788 |
May01 |
001108 |
623 |
624 |
617 |
619 |
-2 |
337 |
28,896 |
+146 |
Jul01 |
001108 |
633 |
634 |
633 |
634 |
-2 |
236 |
12,366 |
-30 |
Sep01 |
001108 |
650 |
650 |
644 |
647 |
-2 |
248 |
20,622 |
+87 |
Dec01 |
001108 |
677 |
678 |
676 |
676 |
-2 |
259 |
7,233 |
+30 |
Mar02 |
001108 |
704 |
704 |
700 |
700 |
-2 |
95 |
15,210 |
-1,483 |
Total Volume and Open Interest |
8,003 |
189,450 |
-573 |
London Coffee(LCE) |
Nov00 |
001108 |
672.00 |
672.00 |
662.00 |
670.00 |
-11.00 |
103 |
2,687 |
-39 |
Jan01 |
001108 |
688.00 |
688.00 |
670.00 |
680.00 |
-14.00 |
3,281 |
28,999 |
-312 |
Mar01 |
001108 |
715.00 |
715.00 |
695.00 |
703.00 |
-15.00 |
2,621 |
10,546 |
+1,218 |
May01 |
001108 |
739.00 |
739.00 |
718.00 |
726.00 |
-16.00 |
488 |
5,875 |
+180 |
Jul01 |
001108 |
760.00 |
760.00 |
742.00 |
749.00 |
-17.00 |
33 |
2,484 |
+30 |
Sep01 |
001108 |
780.00 |
780.00 |
770.00 |
772.00 |
-18.00 |
533 |
1,393 |
+116 |
Total Volume and Open Interest |
7,559 |
53,589 |
+1,607 |
London Sugar(LCE) |
Dec00 |
001108 |
245.00 |
245.20 |
238.60 |
239.20 |
-6.00 |
925 |
5,912 |
-650 |
Mar01 |
001108 |
244.00 |
244.00 |
238.00 |
238.70 |
-4.90 |
914 |
20,619 |
-41 |
May01 |
001108 |
240.20 |
240.20 |
235.50 |
235.60 |
-4.50 |
16 |
3,959 |
+9 |
Aug01 |
001108 |
236.00 |
236.00 |
231.80 |
232.10 |
-3.90 |
227 |
6,305 |
+25 |
Oct01 |
001108 |
229.50 |
230.00 |
226.30 |
226.60 |
-3.50 |
224 |
2,468 |
+200 |
Total Volume and Open Interest |
2,306 |
39,691 |
-457 |
Cotton(NYBOT) |
Dec00 |
001108 |
65.50 |
65.95 |
65.15 |
65.65 |
-0.24 |
7,588 |
22,491 |
-1,396 |
Mar01 |
001108 |
68.20 |
68.40 |
67.50 |
68.04 |
-0.25 |
6,379 |
21,979 |
+1,758 |
May01 |
001108 |
68.80 |
69.05 |
68.30 |
68.78 |
-0.18 |
1,082 |
10,423 |
+294 |
Jul01 |
001108 |
69.40 |
69.45 |
68.95 |
69.15 |
-0.23 |
353 |
5,432 |
+95 |
Oct01 |
001108 |
64.80 |
64.80 |
64.80 |
64.80 |
unch |
2 |
634 |
+0 |
Dec01 |
001108 |
64.75 |
64.90 |
64.55 |
64.75 |
-0.25 |
185 |
5,492 |
+94 |
Total Volume and Open Interest |
30,602 |
66,611 |
+858 |
Lumber(CME) |
Nov00 |
001108 |
215.2 |
217.0 |
212.3 |
215.5 |
+1.4 |
481 |
1,077 |
-221 |
Jan01 |
001108 |
233.0 |
233.3 |
228.1 |
231.8 |
+0.8 |
874 |
2,201 |
+12 |
Mar01 |
001108 |
241.7 |
243.2 |
239.3 |
241.0 |
-0.4 |
166 |
834 |
+48 |
May01 |
001108 |
246.1 |
246.5 |
244.5 |
246.2 |
unch |
43 |
164 |
+31 |
Total Volume and Open Interest |
1,570 |
4,343 |
-127 |
Crude Oil(NYM) |
Dec00 |
001108 |
33.20 |
33.47 |
32.83 |
33.24 |
-0.16 |
58,379 |
107,885 |
-5,347 |
Jan01 |
001108 |
32.20 |
32.40 |
31.84 |
32.28 |
-0.01 |
41,122 |
82,568 |
+7,136 |
Feb01 |
001108 |
31.28 |
31.45 |
31.00 |
31.38 |
+0.04 |
10,552 |
26,687 |
+574 |
Mar01 |
001108 |
30.55 |
30.68 |
30.35 |
30.68 |
+0.02 |
2,350 |
19,130 |
+179 |
Apr01 |
001108 |
30.05 |
30.15 |
29.80 |
30.14 |
+0.01 |
836 |
16,503 |
+383 |
May01 |
001108 |
29.45 |
29.65 |
29.45 |
29.65 |
unch |
639 |
11,900 |
+115 |
Jun01 |
001108 |
29.07 |
29.17 |
28.83 |
29.17 |
unch |
1,395 |
27,466 |
+2 |
Jul01 |
001108 |
28.70 |
28.70 |
28.70 |
28.70 |
unch |
452 |
12,014 |
-278 |
Aug01 |
001108 |
28.12 |
28.24 |
28.12 |
28.24 |
unch |
361 |
10,589 |
-241 |
Sep01 |
001108 |
27.75 |
27.80 |
27.75 |
27.80 |
+0.01 |
570 |
17,698 |
+39 |
Total Volume and Open Interest |
123,138 |
473,773 |
+2,006 |
Heating Oil(NYM) |
Dec00 |
001108 |
94.55 |
96.25 |
93.60 |
95.93 |
+1.00 |
23,400 |
48,263 |
+843 |
Jan01 |
001108 |
93.40 |
94.80 |
92.80 |
94.62 |
+0.68 |
15,070 |
39,024 |
+1,846 |
Feb01 |
001108 |
91.20 |
92.40 |
90.60 |
92.02 |
+0.33 |
5,140 |
24,127 |
+1,049 |
Mar01 |
001108 |
87.10 |
87.82 |
86.65 |
87.82 |
+0.13 |
1,211 |
13,995 |
-250 |
Apr01 |
001108 |
83.00 |
83.62 |
82.90 |
83.62 |
+0.03 |
161 |
8,703 |
-154 |
May01 |
001108 |
79.77 |
79.77 |
79.77 |
79.77 |
-0.07 |
68 |
5,542 |
+40 |
Jun01 |
001108 |
77.40 |
77.47 |
77.40 |
77.47 |
-0.12 |
734 |
6,322 |
-20 |
Jul01 |
001108 |
76.42 |
76.42 |
76.42 |
76.42 |
-0.12 |
168 |
2,206 |
+98 |
Aug01 |
001108 |
76.22 |
76.22 |
76.22 |
76.22 |
-0.12 |
137 |
3,561 |
-20 |
Sep01 |
001108 |
76.57 |
76.57 |
76.57 |
76.57 |
-0.12 |
136 |
1,240 |
+2 |
Total Volume and Open Interest |
46,682 |
159,422 |
+3,350 |
Unleaded Gas(NYM) |
Dec00 |
001108 |
88.80 |
88.80 |
86.70 |
87.42 |
-1.68 |
15,717 |
33,584 |
+565 |
Jan01 |
001108 |
85.90 |
85.90 |
84.60 |
85.18 |
-0.93 |
7,495 |
13,792 |
+889 |
Feb01 |
001108 |
84.70 |
84.95 |
84.20 |
84.73 |
-0.52 |
1,844 |
8,250 |
+311 |
Mar01 |
001108 |
85.40 |
85.40 |
84.60 |
85.03 |
-0.37 |
861 |
7,790 |
+244 |
Apr01 |
001108 |
89.50 |
89.53 |
88.60 |
89.53 |
-0.22 |
698 |
4,951 |
-257 |
May01 |
001108 |
88.90 |
88.90 |
88.00 |
88.83 |
-0.17 |
346 |
5,121 |
+232 |
Jun01 |
001108 |
87.60 |
87.60 |
87.20 |
87.43 |
-0.17 |
127 |
2,584 |
+27 |
Jul01 |
001108 |
85.58 |
85.58 |
85.58 |
85.58 |
-0.22 |
100 |
1,282 |
+0 |
Total Volume and Open Interest |
27,592 |
82,859 |
+0 |
Natural Gas(NYM) |
Dec00 |
001108 |
5.170 |
5.440 |
5.160 |
5.338 |
+0.257 |
36,844 |
45,918 |
-1,167 |
Jan01 |
001108 |
5.230 |
5.480 |
5.220 |
5.385 |
+0.245 |
15,304 |
34,314 |
-803 |
Feb01 |
001108 |
5.060 |
5.260 |
5.045 |
5.180 |
+0.215 |
6,037 |
29,247 |
+1,128 |
Mar01 |
001108 |
4.855 |
5.030 |
4.840 |
4.950 |
+0.188 |
5,438 |
28,145 |
-1,044 |
Apr01 |
001108 |
4.635 |
4.750 |
4.610 |
4.710 |
+0.163 |
4,217 |
19,673 |
-931 |
May01 |
001108 |
4.550 |
4.670 |
4.530 |
4.600 |
+0.140 |
2,057 |
18,984 |
-267 |
Jun01 |
001108 |
4.530 |
4.650 |
4.490 |
4.585 |
+0.135 |
874 |
20,603 |
-168 |
Jul01 |
001108 |
4.530 |
4.650 |
4.500 |
4.582 |
+0.132 |
1,147 |
10,570 |
-418 |
Total Volume and Open Interest |
76,635 |
382,174 |
-2,796 |
Brent Crude Oil(IPE) |
Dec00 |
001108 |
31.68 |
31.74 |
30.88 |
31.32 |
-0.36 |
21,892 |
44,688 |
-3,484 |
Jan01 |
001108 |
30.90 |
31.03 |
30.40 |
30.82 |
-0.05 |
21,374 |
68,026 |
+1,098 |
Feb01 |
001108 |
30.25 |
30.33 |
29.80 |
30.21 |
-0.01 |
8,916 |
28,309 |
+1,452 |
Mar01 |
001108 |
29.41 |
29.48 |
29.00 |
29.43 |
-0.01 |
7,073 |
28,386 |
+3,087 |
Apr01 |
001108 |
28.70 |
28.77 |
28.40 |
28.75 |
unch |
4,227 |
21,693 |
+971 |
May01 |
001108 |
28.21 |
28.26 |
28.10 |
28.26 |
unch |
1,765 |
5,934 |
+345 |
Jun01 |
001108 |
27.68 |
27.80 |
27.52 |
27.80 |
unch |
3,102 |
16,772 |
+532 |
Jul01 |
001108 |
27.40 |
27.41 |
27.14 |
27.41 |
+0.02 |
815 |
4,690 |
-124 |
Total Volume and Open Interest |
70,293 |
262,308 |
+4,111 |
Gas Oil(IPE) |
Nov00 |
001108 |
285.00 |
286.75 |
282.00 |
286.50 |
+1.00 |
12,750 |
18,355 |
-3,415 |
Dec00 |
001108 |
280.00 |
282.00 |
278.00 |
281.50 |
+0.50 |
13,167 |
33,827 |
-192 |
Jan01 |
001108 |
275.25 |
277.00 |
273.25 |
276.75 |
+0.75 |
3,762 |
18,174 |
-686 |
Feb01 |
001108 |
268.75 |
269.75 |
268.00 |
269.50 |
unch |
868 |
5,758 |
+455 |
Mar01 |
001108 |
260.00 |
260.50 |
258.50 |
260.50 |
unch |
783 |
6,081 |
+294 |
Apr01 |
001108 |
250.75 |
251.25 |
250.00 |
251.00 |
-0.75 |
640 |
5,604 |
+50 |
May01 |
001108 |
244.75 |
244.75 |
244.75 |
244.75 |
-0.50 |
6 |
986 |
+0 |
Jun01 |
001108 |
239.50 |
240.00 |
238.50 |
239.75 |
-0.50 |
990 |
11,001 |
-450 |
Total Volume and Open Interest |
33,466 |
107,485 |
-3,694 |
US Dollar Index(NYBOT) |
Dec00 |
001108 |
115.55 |
116.57 |
114.79 |
116.18 |
+0.72 |
513 |
3,830 |
-195 |
Mar01 |
001108 |
115.95 |
116.13 |
115.85 |
116.02 |
+0.72 |
515 |
5,884 |
-195 |
Jun01 |
001108 |
115.86 |
115.86 |
115.86 |
115.86 |
+0.72 |
515 |
5,884 |
-195 |
Total Volume and Open Interest |
515 |
5,884 |
-195 |
Australian Dollar(IMM) |
Dec00 |
001108 |
52.90 |
53.05 |
52.61 |
52.75 |
-0.22 |
1,091 |
22,070 |
-55 |
Mar01 |
001108 |
53.07 |
53.07 |
52.69 |
52.80 |
-0.22 |
26 |
2,237 |
+11 |
Jun01 |
001108 |
52.90 |
52.90 |
52.85 |
52.85 |
-0.22 |
0 |
6 |
+0 |
Total Volume and Open Interest |
1,117 |
24,313 |
-44 |
British Pound(IMM) |
Dec00 |
001108 |
142.62 |
142.78 |
142.10 |
142.38 |
-1.18 |
4,354 |
34,079 |
-381 |
Mar01 |
001108 |
143.00 |
143.00 |
142.20 |
142.64 |
-1.18 |
9 |
107 |
+4 |
Jun01 |
001108 |
142.90 |
142.90 |
142.80 |
142.90 |
-1.18 |
2 |
2 |
-1 |
Total Volume and Open Interest |
4,365 |
34,188 |
-378 |
Canadian Dollar(IMM) |
Dec00 |
001108 |
65.14 |
65.18 |
64.80 |
64.93 |
-0.40 |
3,057 |
73,619 |
+910 |
Mar01 |
001108 |
65.25 |
65.29 |
64.95 |
65.07 |
-0.40 |
213 |
2,964 |
+82 |
Jun01 |
001108 |
65.32 |
65.37 |
65.07 |
65.18 |
-0.40 |
19 |
1,599 |
+11 |
Sep01 |
001108 |
65.23 |
65.28 |
65.16 |
65.28 |
-0.40 |
9 |
613 |
+7 |
Total Volume and Open Interest |
3,311 |
79,094 |
+1,019 |
Japanese Yen(IMM) |
Dec00 |
001108 |
93.48 |
93.88 |
93.46 |
93.87 |
-0.18 |
5,825 |
58,614 |
-730 |
Mar01 |
001108 |
94.96 |
95.31 |
94.95 |
95.31 |
-0.18 |
44 |
314 |
+21 |
Jun01 |
001108 |
96.72 |
96.72 |
96.50 |
96.72 |
-0.18 |
0 |
8 |
+0 |
Total Volume and Open Interest |
5,869 |
59,077 |
-709 |
Swiss Franc(IMM) |
Dec00 |
001108 |
56.56 |
56.64 |
56.20 |
56.47 |
-0.35 |
4,699 |
48,793 |
-226 |
Mar01 |
001108 |
57.03 |
57.03 |
56.68 |
56.90 |
-0.35 |
3 |
146 |
+0 |
Jun01 |
001108 |
57.31 |
57.31 |
57.20 |
57.31 |
-0.35 |
0 |
10 |
+0 |
Total Volume and Open Interest |
4,702 |
48,949 |
-226 |
EuroFX(IMM) |
Dec00 |
001108 |
85.77 |
85.93 |
85.32 |
85.65 |
-0.65 |
9,056 |
72,534 |
-1,296 |
Mar01 |
001108 |
86.04 |
86.10 |
85.70 |
85.97 |
-0.65 |
91 |
1,128 |
-66 |
Total Volume and Open Interest |
9,147 |
73,662 |
-1,362 |
Mexican Peso(IMM) |
Dec00 |
001108 |
10280.0 |
10310.0 |
10200.0 |
10213.0 |
-60.0 |
7,352 |
9,134 |
-794 |
Mar01 |
001108 |
9935.0 |
10000.0 |
9920.0 |
9923.0 |
-60.0 |
0 |
3,624 |
+0 |
Total Volume and Open Interest |
7,359 |
13,757 |
-901 |
30-Year T-Bonds(CBOT) |
Dec00 |
001108 |
99~00 |
99~23 |
98~06 |
99~01 |
+0~08 |
162,604 |
404,347 |
-133 |
Mar01 |
001108 |
98~27 |
99~06 |
98~11 |
99~01 |
+0~08 |
7,333 |
24,001 |
+4,150 |
Jun01 |
001108 |
98~30 |
98~30 |
98~30 |
98~30 |
+0~09 |
0 |
156 |
+0 |
Total Volume and Open Interest |
169,939 |
428,590 |
+4,019 |
Municipal Bonds(CBOT) |
Dec00 |
001108 |
98~29 |
99~13 |
98~24 |
99~07 |
+0~05 |
800 |
19,848 |
-32 |
Mar01 |
001108 |
98~03 |
98~16 |
98~03 |
98~15 |
+0~05 |
10 |
9 |
+1 |
Total Volume and Open Interest |
810 |
19,857 |
-31 |
10-Year T-Notes(CBOT) |
Dec00 |
001108 |
100~120 |
100~235 |
99~270 |
100~080 |
+0~030 |
167,986 |
556,880 |
-6,929 |
Mar01 |
001108 |
100~030 |
100~115 |
100~030 |
100~090 |
+0~030 |
2,755 |
28,834 |
+672 |
Total Volume and Open Interest |
170,741 |
585,715 |
-6,257 |
5-Year T-Notes(CBOT) |
Dec00 |
001108 |
100~100 |
100~140 |
100~090 |
100~120 |
+0~005 |
59,946 |
354,098 |
-14,092 |
Mar01 |
001108 |
100~120 |
100~140 |
100~120 |
100~130 |
+0~005 |
3,820 |
15,144 |
+3,490 |
Total Volume and Open Interest |
63,766 |
369,242 |
-10,602 |
2 Year T-Notes(CBOT) |
Dec00 |
001108 |
99~125 |
100~000 |
99~120 |
99~125 |
unch |
2,645 |
54,400 |
-276 |
Total Volume and Open Interest |
2,645 |
54,400 |
-276 |
3-Mth T-Bills(IMM) |
Dec00 |
001108 |
93.78 |
93.78 |
93.78 |
93.78 |
-0.01 |
7 |
1,353 |
+1 |
Total Volume and Open Interest |
7 |
1,380 |
+1 |
Eurodollars(IMM) |
Dec00 |
001108 |
93.270 |
93.280 |
93.270 |
93.275 |
unch |
42,252 |
515,439 |
-5,959 |
Mar01 |
001108 |
93.415 |
93.440 |
93.410 |
93.430 |
unch |
92,035 |
505,776 |
-4,865 |
Jun01 |
001108 |
93.525 |
93.545 |
93.515 |
93.540 |
unch |
58,911 |
366,312 |
+166 |
Sep01 |
001108 |
93.570 |
93.595 |
93.560 |
93.585 |
-0.005 |
59,916 |
383,083 |
+2,498 |
Dec01 |
001108 |
93.490 |
93.510 |
93.480 |
93.500 |
unch |
23,296 |
255,070 |
+2,278 |
Mar02 |
001108 |
93.525 |
93.545 |
93.515 |
93.545 |
unch |
17,565 |
209,717 |
-709 |
Jun02 |
001108 |
93.465 |
93.490 |
93.460 |
93.485 |
unch |
14,064 |
144,183 |
+602 |
Sep02 |
001108 |
93.420 |
93.445 |
93.415 |
93.440 |
unch |
11,756 |
109,688 |
+201 |
Dec02 |
001108 |
93.300 |
93.330 |
93.300 |
93.320 |
unch |
6,212 |
83,342 |
-813 |
Mar03 |
001108 |
93.320 |
93.345 |
93.320 |
93.340 |
unch |
7,577 |
76,670 |
+961 |
Jun03 |
001108 |
93.275 |
93.300 |
93.275 |
93.295 |
unch |
5,348 |
55,757 |
-571 |
Sep03 |
001108 |
93.240 |
93.275 |
93.240 |
93.260 |
unch |
4,462 |
56,884 |
+533 |
Total Volume and Open Interest |
377,291 |
3,148,432 |
-4,430 |
3-Mth Euro-Yen(IMM) |
Dec00 |
001108 |
99.45 |
99.45 |
99.44 |
99.45 |
-0.01 |
528 |
12,911 |
+32 |
Mar01 |
001108 |
99.48 |
99.49 |
99.48 |
99.49 |
-0.01 |
1,220 |
24,119 |
+144 |
Jun01 |
001108 |
99.44 |
99.45 |
99.44 |
99.44 |
-0.02 |
739 |
9,794 |
+161 |
Sep01 |
001108 |
99.38 |
99.39 |
99.38 |
99.39 |
-0.01 |
247 |
12,004 |
-27 |
Dec01 |
001108 |
99.29 |
99.29 |
99.29 |
99.29 |
-0.01 |
2 |
6,000 |
-156 |
Mar02 |
001108 |
99.26 |
99.26 |
99.25 |
99.25 |
-0.01 |
198 |
3,587 |
+198 |
Jun02 |
001108 |
99.18 |
99.18 |
99.18 |
99.18 |
-0.02 |
0 |
773 |
+0 |
Sep02 |
001108 |
99.08 |
99.08 |
99.07 |
99.08 |
unch |
0 |
207 |
+0 |
Dec02 |
001108 |
98.88 |
98.88 |
98.88 |
98.88 |
unch |
0 |
30 |
+0 |
Mar03 |
001108 |
98.80 |
98.80 |
98.80 |
98.80 |
-0.02 |
|
|
|
Total Volume and Open Interest |
2,934 |
69,425 |
+352 |
3-Mth Euro-Yen(SIMEX) |
Dec00 |
001108 |
99.45 |
99.46 |
99.44 |
99.45 |
-0.01 |
1,749 |
97,461 |
-145 |
Mar01 |
001108 |
99.50 |
99.50 |
99.48 |
99.49 |
-0.01 |
1,840 |
99,346 |
-1,048 |
Jun01 |
001108 |
99.46 |
99.46 |
99.44 |
99.45 |
-0.02 |
1,942 |
83,215 |
-430 |
Sep01 |
001108 |
99.40 |
99.40 |
99.39 |
99.39 |
-0.01 |
1,010 |
64,549 |
+124 |
Dec01 |
001108 |
99.31 |
99.31 |
99.29 |
99.29 |
-0.02 |
221 |
21,558 |
+66 |
Mar02 |
001108 |
99.27 |
99.27 |
99.26 |
99.26 |
-0.01 |
264 |
14,771 |
+0 |
Jun02 |
001108 |
99.18 |
99.18 |
99.18 |
99.18 |
unch |
0 |
7,561 |
+0 |
Sep02 |
001108 |
99.06 |
99.06 |
99.05 |
99.05 |
-0.01 |
0 |
5,111 |
+0 |
Total Volume and Open Interest |
7,026 |
402,630 |
-1,433 |
German Euro-Bund(EUREX) |
Dec00 |
001108 |
105.25 |
105.29 |
105.05 |
105.19 |
-0.05 |
434,107 |
646,723 |
-18,728 |
Mar01 |
001108 |
105.34 |
105.34 |
105.20 |
105.30 |
-0.03 |
7,597 |
23,932 |
-233 |
Jun01 |
001108 |
105.03 |
105.03 |
105.03 |
105.03 |
-0.06 |
0 |
1,569 |
-420 |
Total Volume and Open Interest |
441,704 |
672,224 |
-19,381 |
German Euro-Bobl(EUREX) |
Dec00 |
001108 |
103.50 |
103.53 |
103.41 |
103.47 |
-0.03 |
191,813 |
353,597 |
-10,394 |
Mar01 |
001108 |
103.24 |
103.24 |
103.20 |
103.20 |
-0.04 |
2,391 |
8,917 |
-36 |
Jun01 |
001108 |
103.15 |
103.15 |
103.15 |
103.15 |
-0.03 |
0 |
934 |
-77 |
Total Volume and Open Interest |
194,204 |
363,448 |
-10,507 |
Long Gilt(LIFFE) |
Dec00 |
001108 |
113~07 |
113~18 |
113~06 |
113~13 |
-0~02 |
22,624 |
69,894 |
-1,817 |
Mar01 |
001108 |
113~04 |
113~05 |
113~01 |
113~02 |
-0~04 |
100 |
632 |
+100 |
Total Volume and Open Interest |
22,724 |
70,526 |
-1,717 |
3-Mth Short Sterling(LIFFE) |
Dec00 |
001108 |
93.88 |
93.91 |
93.88 |
93.88 |
-0.02 |
15,143 |
164,856 |
-1,462 |
Mar01 |
001108 |
93.93 |
93.96 |
93.93 |
93.93 |
-0.02 |
16,253 |
202,860 |
+2,439 |
Jun01 |
001108 |
93.94 |
93.97 |
93.94 |
93.95 |
-0.01 |
17,030 |
112,044 |
+6,159 |
Total Volume and Open Interest |
80,183 |
792,067 |
+9,370 |
3-Mth Euribor(LIFFE) |
Dec00 |
001108 |
94.810 |
94.815 |
94.790 |
94.800 |
-0.005 |
43,661 |
329,396 |
-534 |
Mar01 |
001108 |
94.830 |
94.835 |
94.810 |
94.820 |
-0.010 |
39,849 |
289,083 |
+2,818 |
Jun01 |
001108 |
94.840 |
94.855 |
94.830 |
94.845 |
-0.005 |
26,106 |
200,777 |
-834 |
Total Volume and Open Interest |
150,337 |
1,401,729 |
+3,988 |
3-Mth Aus T-Bills(SFE) |
Dec00 |
001108 |
93.59 |
93.65 |
93.59 |
93.65 |
+0.06 |
5,642 |
190,852 |
-152 |
Mar01 |
001108 |
93.61 |
93.68 |
93.61 |
93.65 |
+0.04 |
4,506 |
77,340 |
-266 |
Jun01 |
001108 |
93.64 |
93.69 |
93.64 |
93.69 |
+0.05 |
874 |
36,547 |
+584 |
Sep01 |
001108 |
93.64 |
93.70 |
93.64 |
93.69 |
+0.05 |
112 |
21,686 |
+81 |
Dec01 |
001108 |
93.61 |
93.67 |
93.61 |
93.65 |
+0.05 |
185 |
11,722 |
+180 |
Mar02 |
001108 |
93.57 |
93.60 |
93.57 |
93.60 |
+0.04 |
240 |
7,329 |
-20 |
Jun02 |
001108 |
93.54 |
93.54 |
93.54 |
93.54 |
+0.04 |
65 |
5,313 |
+0 |
Sep02 |
001108 |
93.48 |
93.48 |
93.48 |
93.48 |
+0.04 |
60 |
3,772 |
+0 |
Dec02 |
001108 |
93.43 |
93.43 |
93.43 |
93.43 |
+0.02 |
1 |
1,998 |
+0 |
Mar03 |
001108 |
93.41 |
93.41 |
93.41 |
93.41 |
+0.04 |
14 |
1,223 |
+0 |
Total Volume and Open Interest |
11,749 |
361,087 |
+407 |
10-Year Aus T-Bonds(SFE) |
Dec00 |
001108 |
93.81 |
93.92 |
93.77 |
93.86 |
+0.05 |
548 |
124,916 |
-15,412 |
Mar01 |
001108 |
93.86 |
93.86 |
93.86 |
93.86 |
+0.04 |
|
|
|
Total Volume and Open Interest |
548 |
124,916 |
-15,412 |
3-Year Aus T-Bonds(SFE) |
Dec00 |
001108 |
93.96 |
94.07 |
93.93 |
94.01 |
+0.05 |
1,775 |
302,271 |
+302,271 |
Mar01 |
001108 |
93.98 |
93.98 |
93.98 |
93.98 |
+0.05 |
|
|
|
Total Volume and Open Interest |
1,775 |
302,271 |
+0 |
Gold(CMX) |
Dec00 |
001108 |
265.8 |
266.2 |
264.8 |
266.1 |
+0.7 |
20,019 |
83,589 |
-631 |
Feb01 |
001108 |
267.8 |
268.7 |
267.3 |
268.7 |
+0.7 |
2,359 |
22,086 |
+190 |
Apr01 |
001108 |
271.0 |
271.3 |
270.2 |
271.3 |
+0.7 |
55 |
4,385 |
+11 |
Jun01 |
001108 |
272.8 |
273.8 |
272.8 |
273.8 |
+0.7 |
347 |
9,115 |
-42 |
Aug01 |
001108 |
276.1 |
276.1 |
276.1 |
276.1 |
+0.7 |
0 |
2,454 |
+0 |
Oct01 |
001108 |
278.4 |
278.4 |
278.4 |
278.4 |
+0.7 |
0 |
802 |
+0 |
Total Volume and Open Interest |
23,699 |
138,301 |
-4 |
Silver(CMX) |
Dec00 |
001108 |
475.0 |
477.5 |
474.5 |
476.3 |
+1.8 |
3,765 |
62,806 |
+409 |
Mar01 |
001108 |
481.5 |
484.0 |
481.5 |
483.1 |
+1.8 |
729 |
11,869 |
+161 |
May01 |
001108 |
487.5 |
487.5 |
487.3 |
487.3 |
+1.8 |
18 |
1,404 |
+12 |
Jul01 |
001108 |
491.3 |
491.3 |
491.3 |
491.3 |
+2.0 |
29 |
1,797 |
+1 |
Sep01 |
001108 |
498.5 |
498.5 |
495.0 |
495.0 |
+2.0 |
2 |
2,961 |
+0 |
Total Volume and Open Interest |
4,545 |
86,580 |
+620 |
Platinum(NYM) |
Jan01 |
001108 |
592.7 |
594.0 |
589.0 |
592.3 |
-0.4 |
592 |
7,893 |
+162 |
Apr01 |
001108 |
579.3 |
579.3 |
579.3 |
579.3 |
-0.4 |
1 |
0 |
-209 |
Total Volume and Open Interest |
593 |
8,107 |
+162 |
Palladium(NYME) |
Dec00 |
001108 |
785.00 |
785.00 |
781.00 |
781.00 |
+0.25 |
45 |
932 |
-11 |
Mar01 |
001108 |
780.30 |
780.30 |
780.30 |
780.30 |
+0.25 |
20 |
840 |
+18 |
Jun01 |
001108 |
775.30 |
775.30 |
775.30 |
775.30 |
+0.25 |
0 |
135 |
+0 |
Total Volume and Open Interest |
65 |
1,907 |
+7 |
Copper(CMX) |
Dec00 |
001108 |
83.55 |
83.60 |
82.70 |
83.60 |
+0.55 |
8,836 |
35,172 |
-1,242 |
Mar01 |
001108 |
84.20 |
84.45 |
83.65 |
84.40 |
+0.55 |
2,374 |
15,064 |
+281 |
May01 |
001108 |
84.25 |
84.40 |
84.15 |
84.15 |
+0.55 |
191 |
2,910 |
+83 |
Jul01 |
001108 |
84.00 |
84.00 |
83.95 |
83.95 |
+0.50 |
31 |
2,329 |
+66 |
Sep01 |
001108 |
83.85 |
83.85 |
83.85 |
83.85 |
+0.50 |
23 |
1,316 |
+9 |
Total Volume and Open Interest |
13,197 |
72,662 |
-425 |
DJIA Index(CBOT) |
Dec00 |
001108 |
11070 |
11075 |
10920 |
10933 |
-100 |
7,819 |
17,976 |
-396 |
Mar01 |
001108 |
11225 |
11225 |
11080 |
11080 |
-100 |
21 |
73 |
-14 |
Jun01 |
001108 |
11226 |
11226 |
11226 |
11226 |
-100 |
0 |
7 |
+0 |
Total Volume and Open Interest |
7,840 |
18,063 |
-410 |
S & P 500(CME) |
Dec00 |
001108 |
1445.00 |
1445.00 |
1411.50 |
1413.30 |
-30.70 |
39,817 |
418,092 |
-3,329 |
Mar01 |
001108 |
1466.50 |
1466.50 |
1433.00 |
1434.40 |
-30.90 |
2,741 |
10,598 |
+1,172 |
Jun01 |
001108 |
1467.80 |
1487.30 |
1455.80 |
1455.80 |
-31.00 |
621 |
2,655 |
+78 |
Sep01 |
001108 |
1490.10 |
1509.80 |
1477.50 |
1477.50 |
-31.80 |
0 |
282 |
+0 |
Total Volume and Open Interest |
43,179 |
431,902 |
-2,109 |
S & P 500 E-Mini(Globex) |
Dec00 |
001108 |
1443.75 |
1455.00 |
1410.50 |
1413.25 |
-30.75 |
63,778 |
53,694 |
-991 |
Mar01 |
001108 |
1455.25 |
1455.25 |
1434.50 |
1434.50 |
-30.75 |
1 |
20 |
+1 |
Total Volume and Open Interest |
63,779 |
53,714 |
-990 |
NASDAQ 100(CME) |
Dec00 |
001108 |
3320.00 |
3320.00 |
3055.00 |
3061.00 |
-253.00 |
13,036 |
40,508 |
+1,078 |
Mar01 |
001108 |
3115.50 |
3115.50 |
3115.50 |
3115.50 |
-253.00 |
0 |
54 |
+0 |
Jun01 |
001108 |
3163.50 |
3163.50 |
3163.50 |
3163.50 |
-253.00 |
|
|
|
Total Volume and Open Interest |
13,036 |
40,562 |
+1,078 |
NASDAQ 100 E-Mini(GLOBEX) |
Dec00 |
001108 |
3313.5 |
3375.5 |
3051.5 |
3061.0 |
-253.0 |
56,778 |
51,294 |
+3,201 |
Mar01 |
001108 |
3115.5 |
3115.5 |
3115.5 |
3115.5 |
-253.0 |
0 |
6 |
+0 |
Total Volume and Open Interest |
56,778 |
51,300 |
+3,201 |
NYSE Composite(NYBOT) |
Dec00 |
001108 |
669.25 |
670.00 |
662.00 |
662.00 |
-7.00 |
|
|
|
Mar01 |
001108 |
671.00 |
671.00 |
671.00 |
671.00 |
-7.00 |
|
|
|
Jun01 |
001108 |
680.00 |
680.00 |
680.00 |
680.00 |
-7.00 |
|
|
|
Total Volume and Open Interest |
|
|
|
S & P Midcap 400(CME) |
Dec00 |
001108 |
532.50 |
534.25 |
523.00 |
523.00 |
-7.90 |
889 |
16,909 |
-59 |
Mar01 |
001108 |
530.25 |
530.25 |
530.25 |
530.25 |
-7.90 |
0 |
1 |
+0 |
Jun01 |
001108 |
537.25 |
537.25 |
537.25 |
537.25 |
-7.90 |
0 |
1 |
+0 |
Total Volume and Open Interest |
889 |
16,911 |
-59 |
Russell 2000(CME) |
Dec00 |
001108 |
512.50 |
512.50 |
500.50 |
500.50 |
-10.20 |
1,545 |
15,220 |
+526 |
Mar01 |
001108 |
508.00 |
508.00 |
508.00 |
508.00 |
-10.20 |
|
|
|
Jun01 |
001108 |
515.55 |
515.55 |
515.55 |
515.55 |
-10.20 |
|
|
|
Total Volume and Open Interest |
1,545 |
15,220 |
+526 |
Value Line(KCBT) |
Dec00 |
001108 |
1152.00 |
1152.00 |
1134.00 |
1134.00 |
-14.00 |
23 |
215 |
-4 |
Total Volume and Open Interest |
26 |
218 |
-3 |
Nikkei 225(CME) |
Dec00 |
001108 |
15430 |
15435 |
15180 |
15200 |
-80 |
596 |
15,843 |
-76 |
Mar01 |
001108 |
0 |
0 |
0 |
0 |
unch |
0 |
28 |
+0 |
Total Volume and Open Interest |
596 |
15,871 |
-76 |
Nikkei 225(SIMEX) |
Dec00 |
001108 |
15230 |
15610 |
15220 |
15355 |
+70 |
14,554 |
88,456 |
-1,165 |
Mar01 |
001108 |
15310 |
15375 |
15300 |
15375 |
+70 |
0 |
4,946 |
-1 |
Jun01 |
001108 |
15355 |
15355 |
15355 |
15355 |
+70 |
0 |
405 |
+0 |
Total Volume and Open Interest |
14,554 |
94,212 |
-1,166 |
CAC 40(MATIF) |
Nov00 |
001108 |
6426.0 |
6492.0 |
6325.0 |
6327.0 |
-103.0 |
42,200 |
197,775 |
-3,392 |
Dec00 |
001108 |
6475.0 |
6495.0 |
6353.0 |
6358.5 |
-95.5 |
1,253 |
169,588 |
-5,279 |
Total Volume and Open Interest |
44,118 |
388,432 |
-8,293 |
DAX Index(EUREX) |
Dec00 |
001108 |
7154.0 |
7169.5 |
7035.0 |
7054.5 |
-63.0 |
32,375 |
161,967 |
+517 |
Mar01 |
001108 |
7226.0 |
7245.0 |
7142.0 |
7142.0 |
-66.0 |
540 |
5,989 |
+90 |
Jun01 |
001108 |
7322.5 |
7322.5 |
7220.0 |
7220.0 |
-66.5 |
200 |
7,647 |
+99 |
Total Volume and Open Interest |
33,115 |
175,603 |
+706 |
FT-SE 100(LIFFE) |
Dec00 |
001108 |
6511.00 |
6555.00 |
6475.50 |
6522.00 |
+22.00 |
23,751 |
228,478 |
+600 |
Mar01 |
001108 |
6557.50 |
6575.50 |
6541.00 |
6575.50 |
+21.50 |
50 |
13,751 |
+0 |
Jun01 |
001108 |
6647.00 |
6647.00 |
6647.00 |
6647.00 |
+21.50 |
1,100 |
7,136 |
+1,100 |
Total Volume and Open Interest |
24,901 |
249,365 |
+1,700 |
SPI 200(SFE) |
Dec00 |
001108 |
3396.0 |
3400.0 |
3380.0 |
3400.0 |
-3.0 |
13,973 |
124,534 |
+124,534 |
Mar01 |
001108 |
3412.0 |
3421.0 |
3406.0 |
3421.0 |
-4.0 |
79 |
2,595 |
+2,595 |
Jun01 |
001108 |
3449.0 |
3449.0 |
3449.0 |
3449.0 |
-4.0 |
0 |
174 |
+174 |
Total Volume and Open Interest |
14,052 |
127,303 |
+0 |
GSCI(CME) |
Nov00 |
001108 |
244.00 |
245.50 |
241.90 |
244.40 |
+0.70 |
3,573 |
32,647 |
-2,917 |
Dec00 |
001108 |
242.50 |
244.20 |
241.30 |
243.90 |
+1.20 |
3,518 |
3,524 |
+3,495 |
Jan01 |
001108 |
239.30 |
239.30 |
237.90 |
239.30 |
+1.30 |
|
|
|
Total Volume and Open Interest |
7,091 |
36,171 |
+578 |
Bridge CRB Index(NYBOT) |
Jan01 |
001108 |
225.30 |
225.65 |
224.90 |
225.65 |
+0.65 |
65 |
658 |
+10 |
Feb01 |
001108 |
224.00 |
224.40 |
224.00 |
224.40 |
+0.90 |
2 |
503 |
+1 |
Apr01 |
001108 |
222.00 |
223.15 |
222.00 |
223.15 |
+1.15 |
1 |
155 |
+1 |
Total Volume and Open Interest |
112 |
1,655 |
-15 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|